If it's a webpage, I don't see what Citrix can do for you, unless you're talking about something like NetScaler.
In either case, if the issue is the Flash file downloads, you could set up a Squid cache server on-site wherever people are doing the training. You proxy traffic through the server and it keeps a copy of Flash files in its own memory so the Flash files don't have to be sent to forty different people over a tiny internet connection. The Squid server would be on their own LAN, so they wouldn't have to worry about local bandwidth.
If you need a more detailed explanation I can provide one.
edit: ah! Talking about WANScaler, perchance? It seems to be the Citrix product that does something like what you want. And reading up what you stated before, I'm not sure about Squid any more; it seems like you have more than one place people are going to be training. I'm not quite sure how WANScaler works, so I don't know if that would be suitable for you. It may have to be installed on all the local systems.